Detecting the change in molecular weight due to attachment of a methy group (15 Da per methyl group) requires a very sensitive technique, so mass spectrometry (either MALDI or other ionization technique like ESI) will be the way to go. It may be helpful to first digest the protein with trypsin prior to performing the mass spec. If you wish to figure out the amino acid residues to which the methyl groups are attached, using a technique like MS/MS that fragments the peptides and allows you to sequence them would be a good idea.